Reinforcement Learning:
An Introduction

This introductory textbook on reinforcement learning is targeted toward
engineers and scientists in artificial intelligence, operations
research, neural networks,
and control systems, and we hope it will also be of interest to
psychologists and neuroscientists.

If you would like to order a copy of the book, or if
you are qualified
instructor and would like to see an examination copy, please see the
MIT Press home page for this book. Or you might be interested in
the reviews
at
amazon.com.
There is also a Japanese and a Russian translation available.

An HTML verson of the book can be found here.
The HTML version has a number of presentation problems, and its text is
slightly different from the real book, but it is perfectly serviceable
for most purposes.

A pdf version of an approximation to chapter 1 is
available here.
The other chapters are not available in pdf.